+86.4%
ASML vs WPM
+266.6%
-180.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.6% | +0.6% | +4.5% |
| 7D | -0.8% | +20.8% | -21.7% | -6.7% |
| 30D | -14.9% | +3.8% | -18.7% | -16.0% |
| 3M | -13.0% | +7.4% | -20.4% | -15.6% |
| 6M | -4.7% | +4.0% | -8.7% | -7.3% |
| YTD | +42.3% | +23.0% | +19.3% | +30.1% |
| 1Y | +49.7% | +45.9% | +3.8% | +29.7% |
| 3Y | +144.3% | +242.9% | -98.7% | +50.0% |
| 5Y | +86.4% | +259.5% | -173.2% | +11.1% |
| All | +86.4% | +266.6% | -180.2% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WPM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling